-33.3%
TLT vs COP
+186.8%
-220.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.2% |
| 30D | -0.6% | +17.5% | -18.1% | +0.5% |
| 3M | -2.7% | +13.4% | -16.1% | -1.8% |
| 6M | -5.6% | +17.7% | -23.4% | -4.5% |
| YTD | -2.8% | +46.6% | -49.4% | -0.4% |
| 1Y | -1.4% | +44.6% | -46.0% | +1.0% |
| 3Y | -1.6% | +20.7% | -22.3% | -0.1% |
| All | -33.3% | +186.8% | -220.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling